A COMPUTERIZED ALGORITHM FOR SEQUENTIAL SEARCH OF THE GLOBAL MAXIMUM.
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A sequential search procedure for maximization of a single variable multimodal objective function is designed and investigated in this research. Existing sequential procedures require the function to be unimodal. Nonsequential methods, though not restricted in this sense, require a large number of samples. Results show that the proposed sequential method is in this case preferable. Author
- Statistics and Probability